+366.8%
CSCO vs MMM
+54.6%
+312.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -0.5% | -1.6% | +1.1% | +0.2% |
| 30D | -10.1% | -8.0% | -2.1% | -6.8% |
| 3M | -11.7% | +9.4% | -21.1% | -15.3% |
| 6M | +40.1% | +10.2% | +29.9% | +33.6% |
| YTD | +43.8% | +6.1% | +37.7% | +38.6% |
| 1Y | +66.6% | +10.8% | +55.8% | +56.7% |
| 3Y | +108.5% | +104.8% | +3.7% | +39.8% |
| 5Y | +114.0% | +27.0% | +86.9% | +86.1% |
| 10Y | +366.8% | +53.8% | +313.1% | +254.7% |
| All | +366.8% | +54.6% | +312.3% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling